+2,583.6%
ICE vs VALE
+226.3%
+2,357.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.6% | -3.2% | +6.8% | +4.6% |
| 30D | +15.1% | -15.1% | +30.2% | +20.5% |
| 3M | +15.4% | -18.7% | +34.1% | +22.0% |
| 6M | +16.1% | -31.5% | +47.6% | +28.6% |
| YTD | +11.4% | -11.4% | +22.8% | +12.7% |
| 1Y | +18.5% | -1.9% | +20.3% | +16.1% |
| 3Y | +70.5% | +1.7% | +68.9% | +61.3% |
| 5Y | +40.9% | +35.4% | +5.5% | +15.5% |
| 10Y | +260.6% | +204.8% | +55.8% | +86.8% |
| All | +2,583.6% | +226.3% | +2,357.3% | +698.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling